Signatured Deep Fictitious Play for Mean Field Games with Common Noise

6 June 2021

Papers citing "Signatured Deep Fictitious Play for Mean Field Games with Common Noise"

18 / 18 papers shown

Title
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee Mo Zhou Jian-Xiong Lu 91 10 0 11 Feb 2023
Generative Adversarial Networks Gilad Cohen Raja Giryes GAN 298 30,152 0 01 Mar 2022
Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm Yao Xuan R. Balkin Jiequn Han Ruimeng Hu Héctor D. Ceniceros 69 9 0 12 Dec 2020
Convolutional Signature for Sequential Data Ming Min Tomoyuki Ichiba 62 3 0 14 Sep 2020
Convergence of Deep Fictitious Play for Stochastic Differential Games Jiequn Han Ruimeng Hu Jihao Long 62 20 0 12 Aug 2020
Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications Sarah Perrin Julien Perolat Mathieu Laurière Matthieu Geist Romuald Elie Olivier Pietquin 80 121 0 05 Jul 2020
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems Andrea Angiuli J. Fouque Mathieu Laurière 127 73 0 24 Jun 2020
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU Patrick Kidger Terry Lyons 97 84 0 03 Jan 2020
A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems Lars Ruthotto Stanley Osher Wuchen Li L. Nurbekyan Samy Wu Fung AI4CE 152 220 0 04 Dec 2019
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games Jiequn Han Ruimeng Hu 59 44 0 04 Dec 2019
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case René Carmona Mathieu Laurière 72 99 0 05 Aug 2019
On the Convergence of Model Free Learning in Mean Field Games Romuald Elie Julien Pérolat Mathieu Laurière Matthieu Geist Olivier Pietquin 96 93 0 04 Jul 2019
Reinforcement Learning for Mean Field Game Mridul Agarwal Vaneet Aggarwal A. Ghosh Nilay Tiwari 99 14 0 30 May 2019
Deep Signature Transforms Patrick Kidger Patrick Kidger Imanol Perez Arribas C. Salvi Terry Lyons SLR 157 131 0 21 May 2019
Deep Fictitious Play for Stochastic Differential Games Ruimeng Hu 93 29 0 22 Mar 2019
Signature moments to characterize laws of stochastic processes I. Chevyrev Harald Oberhauser 403 112 0 25 Oct 2018
Deep Learning Approximation for Stochastic Control Problems Jiequn Han E. Weinan BDL 63 197 0 02 Nov 2016
Kernels for sequentially ordered data Franz J. Király Harald Oberhauser 393 137 0 29 Jan 2016